Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-21 0.227723 0.245323 0.264201 0.286053 0.310776 0.338026 0.370539
2025-12-28 0.207040 0.230410 0.256780 0.289052 0.327917 0.373796 0.432951
2026-01-04 0.194431 0.221878 0.254109 0.295375 0.347760 0.413437 0.504405
2026-01-11 0.180628 0.210014 0.245572 0.292719 0.355136 0.437381 0.558555
2026-01-18 0.172112 0.203497 0.242524 0.295975 0.369626 0.471531 0.631456
2026-01-25 0.160041 0.191424 0.231191 0.286922 0.365964 0.479365 0.666183
2026-02-01 0.149425 0.180419 0.220312 0.277297 0.360123 0.482742 0.693677
2026-02-08 0.142772 0.174108 0.215108 0.274890 0.364129 0.500936 0.748230
2026-02-15 0.139904 0.172556 0.216097 0.281119 0.381307 0.541561 0.849898
2026-02-22 0.135067 0.168024 0.212608 0.280430 0.387562 0.564867 0.924205
2026-03-01 0.130266 0.163263 0.208468 0.278364 0.391264 0.584035 0.994363
2026-03-08 0.125311 0.158037 0.203349 0.274388 0.391357 0.596614 1.053287
2026-03-15 0.120265 0.152569 0.197748 0.269521 0.389911 0.606923 1.111804
2026-03-22 0.118119 0.151096 0.197875 0.273612 0.404115 0.648898 1.258758
2026-03-29 0.116747 0.150640 0.199445 0.280068 0.423098 0.703483 1.459902
2026-04-05 0.113263 0.146955 0.195934 0.277909 0.426142 0.725469 1.579233
2026-04-12 0.111324 0.145441 0.195639 0.281053 0.439348 0.771672 1.794513
2026-04-19 0.106784 0.139900 0.188862 0.272738 0.429768 0.764859 1.830841
2026-04-26 0.102365 0.134403 0.181955 0.263848 0.418401 0.752534 1.844415
2026-05-03 0.099727 0.131492 0.178986 0.261627 0.420054 0.771496 1.984127
2026-05-10 0.099030 0.131466 0.180548 0.267408 0.438315 0.834368 2.339587
2026-05-17 0.096981 0.129304 0.178592 0.266772 0.443247 0.864291 2.576726
2026-05-24 0.094771 0.126824 0.176019 0.264858 0.445287 0.886939 2.798228